Although considerable research has been conducted on women who are depressed, the actual experiences and voices of women have not been central to this research. Therefore little is known about how women make sense of depression as they live with and manage it in their daily lives. Our purposes in doing this study were to (1) examine how women experience and manage depression and treatment, and (2) investigate the core components of women's explanatory models of depression (including beliefs about etiology, onset of symptoms, pathophysiology, course of illness, and treatment needs). We interviewed 43 women living in a small city in Western Canada who had sought treatment within the previous five years. Data were analyzed using the constant comparison method of grounded theory. In this paper we will focus on the core concept, Keeping it Together, and its three supporting categories, (1) Taking Up a Biomedical Explanation for Depression, (2) Using the Biomedical Explanatory Model (BEM) to Manage the Stigma of Depression, and (3) The Inadvertent Effects of Adopting a BEM.